Everytime I press D + LMB I see the pencil as cursor and the indication that I'm about to draw something, but every time I draw a line, the line disappears.
Check to make sure you don't have the [Grease Pencil layers] and [Grease Pencil Colors] set to invisible (eye icon). I spent an hour trying to figure out why, but forgot that I turned them off.
For the new players: N to open the right hand menu. Uncollapse the ▼ ☑Grease Pencil and ▼Grease Pencil Colors Look to make sure the eyes are visible for both layers. Also try creating a new Grease Pencil layer and seeing if that fixes any issues.